+56.9%
KORU vs SEDG
-87.2%
+144.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -5.6% | +14.6% | +11.0% |
| 7D | -1.7% | +1.4% | -3.1% | -2.8% |
| 30D | +13.5% | +8.3% | +5.2% | +9.3% |
| 3M | -45.2% | -40.7% | -4.5% | -33.2% |
| 6M | +17.1% | -3.9% | +21.0% | +22.7% |
| YTD | +154.1% | +20.2% | +133.9% | +146.4% |
| 1Y | +375.7% | +17.6% | +358.1% | +351.3% |
| 3Y | +474.0% | -76.6% | +550.6% | +709.5% |
| All | +56.9% | -87.2% | +144.1% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling